-0.4%
TLT vs XEL
+49.2%
-49.5%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.2% |
| 7D | +0.4% | +1.3% | -0.9% | +0.2% |
| 30D | -0.3% | -1.5% | +1.2% | -0.1% |
| 3M | -1.7% | -0.2% | -1.5% | -1.7% |
| 6M | -4.9% | -5.4% | +0.5% | -4.3% |
| YTD | -2.8% | +5.6% | -8.4% | -3.7% |
| 1Y | -4.2% | +10.5% | -14.7% | -5.9% |
| All | -0.4% | +49.2% | -49.5% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded XEL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling